I have asked about a year ago about a dispatch scheduler I’ve written using Gekko. Over the previous months I have modified the original code several times to fit what I want and needed adding new constraints and more variables. The code arrives at a solution that is acceptable. However, the run time takes about 10-12 mins, sometimes more. I would like to ask if there is any part in my code that I can change to significantly reduce run time.

I have a trajectory optimization problem posed as a Non linear program. The states x and controls u for each time step are concatenated into a single vector. By using indexing to extract the appropriate x’s and u’s, I want to add constraints for dynamics and also create an objective function which is the sum of x’Qx +u’Ru for each time step.I also have an initial condition and goal condition to be set as constraints